+57.2%
PPL vs ODFL
-14.3%
+71.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.8% | -0.5% |
| 7D | +0.4% | -4.4% | +4.8% | +0.5% |
| 30D | +5.4% | -6.1% | +11.5% | +5.6% |
| 3M | +4.3% | -21.9% | +26.1% | +4.9% |
| 6M | -1.3% | -17.6% | +16.2% | -0.9% |
| YTD | +4.7% | +5.6% | -0.9% | +4.3% |
| 1Y | +1.3% | +20.5% | -19.3% | +0.3% |
| 3Y | +57.2% | -14.8% | +72.0% | +54.5% |
| All | +57.2% | -14.3% | +71.5% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ODFL.
Daily Out/Under-Performance
Portfolio return minus ODFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ODFL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ODFL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling